+23.8%
AUR vs IRE
-84.0%
+107.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.7% | +0.6% |
| 7D | +11.1% | +29.0% | -17.9% | +8.0% |
| 30D | -6.9% | +24.2% | -31.1% | -9.9% |
| 3M | +5.5% | -53.2% | +58.7% | +8.5% |
| 6M | +41.0% | -36.0% | +77.0% | +33.8% |
| YTD | +69.3% | -51.0% | +120.3% | +56.5% |
| All | +23.8% | -84.0% | +107.8% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling